+0.9%
QCOM vs TECK
+38.3%
-37.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.0% |
| 7D | +4.3% | -0.4% | +4.7% | +4.3% |
| 30D | -0.1% | -7.1% | +7.0% | +2.9% |
| 3M | +5.2% | -5.5% | +10.7% | +7.2% |
| 6M | -18.4% | -9.7% | -8.6% | -16.1% |
| YTD | +2.4% | +26.3% | -23.8% | -3.6% |
| 1Y | +0.9% | +44.4% | -43.5% | -9.2% |
| All | +0.9% | +38.3% | -37.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling